//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
subject:"World"
~isPartOf:"Forecasting volatility in the financial markets"
~subject:"United Kingdom"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
World
United Kingdom
Volatility
Estimation
6
Schätzung
6
Volatilität
5
ARCH model
4
ARCH-Modell
4
Großbritannien
4
Börsenkurs
3
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
USA
2
United States
2
1926-1994
1
1984-1997
1
1988-2000
1
1989-1991
1
2002-2005
1
Business cycle turning point
1
Econometric model
1
Konjunktureller Wendepunkt
1
Modellierung
1
Option trading
1
Optionsgeschäft
1
Scientific modelling
1
Statistical error
1
Statistischer Fehler
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Ökonometrisches Modell
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz im Buch
6
Book section
6
Language
All
English
6
Author
All
Knight, John L.
2
Satchell, Stephen
2
Bond, Shaun A.
1
Cornish, Rob
1
Engle, Robert F.
1
Patton, Andrew J.
1
Pérez-Quirós, Gabriel
1
Timmermann, Allan
1
more ...
less ...
Published in...
All
Forecasting volatility in the financial markets
Working paper / National Bureau of Economic Research, Inc.
492
NBER working paper series
460
Applied economics
425
NBER Working Paper
415
Discussion paper / Centre for Economic Policy Research
384
CESifo working papers
371
Discussion paper series / IZA
368
Applied economics letters
293
Economic modelling
272
Finance research letters
246
Energy economics
231
International review of economics & finance : IREF
228
Journal of international money and finance
212
Journal of banking & finance
195
Working paper
195
International review of financial analysis
191
Applied financial economics
186
Economics letters
173
The North American journal of economics and finance : a journal of financial economics studies
171
Journal of empirical finance
152
Discussion paper
151
IZA Discussion Paper
151
Journal of international financial markets, institutions & money
142
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
141
Journal of econometrics
135
Research in international business and finance
135
CESifo Working Paper Series
131
International journal of finance & economics : IJFE
118
Discussion paper / Tinbergen Institute
113
The journal of futures markets
109
Journal of financial economics
102
The European journal of finance
100
Journal of risk and financial management : JRFM
98
Kiel working paper
92
Discussion papers / CEPR
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
86
Journal of applied econometrics
85
IMF working papers
83
International journal of economics and finance
83
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
2
A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Cornish, Rob
- In:
Forecasting volatility in the financial markets
,
(pp. 73-100)
.
2007
Persistent link: https://www.econbiz.de/10003872850
Saved in:
3
GARCH predictions and the predictions of option prices
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 279-294)
.
2007
Persistent link: https://www.econbiz.de/10003872994
Saved in:
4
An econometric model of downside risk
Bond, Shaun A.
- In:
Forecasting volatility in the financial markets
,
(pp. 301-331)
.
2007
Persistent link: https://www.econbiz.de/10003873001
Saved in:
5
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
6
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->